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Citations of Discussionpaper 2008-13

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This paper has been cited 15 times (@RePEc)

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  1. David Bernstein and Bent Nielsen (2014)
    Asymptotic theory for cointegration analysis when the cointegration rank is deficient
    View this paper at: RePEc | Citec
  2. Søren Johansen and Katarina Juselius (2014)
    An asymptotic invariance property of the common trends under linear transformations of the data
    View this paper at: RePEc | Citec
  3. Javier Gomez-Biscarri and Javier Hualde (2014)
    Regression-based analysis of cointegration systems
    View this paper at: RePEc | Citec
  4. Søren Johansen (2012)
    The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration
    View this paper at: RePEc | Citec
  5. Nikola Mirkov and Barbara Sutter (2012)
    Central Bank Reserves and the Yield Curve at the ZLB
    View this paper at: RePEc | Citec
  6. Kevin Hoover and Katarina Juselius (2012)
    Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression
    View this paper at: RePEc | Citec
  7. OSMANI TEIXEIRA DE CARVALHO GUILLEN and JOSÉ VALENTIM MACHADO VICENTE (2011)
    CHARACTERIZING THE BRAZILIAN TERMSTRUCTURE OF INTEREST RATES IN A COINTEGRATED VAR MODEL
    View this paper at: RePEc | Citec
  8. Søren Johansen and Katarina Juselius (2010)
    An invariance property of the common trends under linear transformations of the data
    View this paper at: RePEc | Citec
  9. Søren Johansen and Katarina Juselius (2010)
    An Invariance Property of the Common Trends under Linear Transformations of the Data
    View this paper at: RePEc | Citec
  10. GIUSEPPE CAVALIERE, ANDERS RAHBEK, and ROBERT TAYLOR (2010)
    Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional
    View this paper at: RePEc | Citec
  11. Giuseppe Cavaliere, Anders Rahbek, and A.M. Robert Taylor (2009)
    Co-integration Rank Testing under Conditional Heteroskedasticity
    View this paper at: RePEc | Citec
  12. Katarina Juselius (2009)
    Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)
    View this paper at: RePEc | Citec
  13. Giuseppe Cavaliere, Anders Rahbek, and A. M. Robert Taylor (2009)
    Co-integration rank tests under conditional heteroskedasticity
    View this paper at: RePEc | Citec
  14. J. James Reade and Ulrich Volz (2009)
    Leader of the Pack? German Monetary Dominance in Europe Prior to EMU
    View this paper at: RePEc | Citec
  15. Giuseppe Cavaliere, Anders Rahbek, and A. M. Robert Taylor (2007)
    Testing for co-integration in vector autoregressions with non-stationary volatility
    View this paper at: RePEc | Citec

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